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Citations for "The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases"

by Joseph Gagnon & Matthew Raskin & Julie Remache & Brian Sack

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  1. Sebastián Claro & Carola Moreno, 2015. "Long-term rates and the term premium: evidence from Chile," BIS Papers chapters, in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 97-112 Bank for International Settlements.
  2. Matteo Falagiarda, 2014. "Evaluating quantitative easing: a DSGE approach," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 7(4), pages 302-327.
  3. Petra Gerlach-Kristen, 2015. "The impact of ECB crisis measures on euro-area CDS spreads," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(2), pages 149-168, May.
  4. Michal Brzoza-Brzezina & Marcin Kolasa & Mateusz Szetela, 2016. "Is Poland at risk of the zero lower bound?," Bank i Kredyt, National Bank of Poland, Economic Institute, vol. 47(3), pages 195-226.
  5. Christopher Martin & Costas Milas, 2012. "Quantitative Easing: A Sceptical Survey," Working Paper Series 73_12, The Rimini Centre for Economic Analysis.
  6. Christiaan Pattipeilohy, 2016. "A comparative analysis of developments in central bank balance sheet composition," DNB Working Papers 510, Netherlands Central Bank, Research Department.
  7. Luis F. Céspedes & Javier García-Cicco & Diego Saravia T, 2013. "Monetary policy at the zero lower bound: the chilean experience," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 16(2), pages 96-121, August.
  8. Orlowski, Lucjan T., 2015. "Monetary expansion and bank credit: A lack of spark," Journal of Policy Modeling, Elsevier, vol. 37(3), pages 510-520.
  9. Farmer, Roger E A & Zabczyk, Pawel, 2016. "The Theory of Unconventional Monetary Policy," CEPR Discussion Papers 11196, C.E.P.R. Discussion Papers.
  10. Renne, J-P., 2012. "A model of the euro-area yield curve with discrete policy rates," Working papers 395, Banque de France.
  11. Neely, Christopher J., 2015. "Unconventional monetary policy had large international effects," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 101-111.
  12. Joanne GUO, 2015. "Quantitative Easingand U.S. Financial Asset Returns," Journal of Economics Bibliography, KSP Journals, vol. 2(3), pages 76-105, September.
  13. Kei Imakubo & Jouchi Nakajima, 2015. "Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model," Bank of Japan Working Paper Series 15-E-1, Bank of Japan.
  14. Kazuo Nishimura & Carine Nourry & Thomas Seegmuller & Alain Venditti, 2015. "On the (de)stabilizing effect of public debt in a Ramsey model with heterogeneous agents," International Journal of Economic Theory, The International Society for Economic Theory, vol. 11(1), pages 7-24, 03.
  15. Arthur Galego Mendes & Tiago Couto Berriel, . "Central Bank Balance Sheet, Liquidity Trap, and Quantitative Easing," Textos para discussão 638, Department of Economics PUC-Rio (Brazil).
  16. Matteo Falagiarda & Stefan Reitz, 2013. "Announcements of ECB Unconventional Programs: Implications for the Sovereign Risk of Italy," Kiel Working Papers 1866, Kiel Institute for the World Economy.
  17. Ichiro Fukunaga & Naoya Kato & Junko Koeda, 2015. "Maturity Structure and Supply Factors in Japanese Government Bond Markets," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 33, pages 45-96, November.
  18. Fricke, Christoph, 2012. "Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects," Hannover Economic Papers (HEP) dp-493, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  19. Nick Butt & Rohan Churm & Michael McMahon & Arpad Morotz & Jochen Schanz, 2015. "QE and the Bank Lending Channel in the United Kingdom," CAMA Working Papers 2015-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  20. Meixing Dai & Frédéric Dufourt & Qiao Zhang, 2013. "Large Scale Asset Purchases with Segmented Mortgage and Corporate Loan Markets," Working Papers halshs-00842279, HAL.
  21. Seth B. Carpenter & Selva Demiralp & Jane E. Ihrig & Elizabeth C. Klee, 2013. "Analyzing Federal Reserve asset purchases: from whom does the Fed buy?," Finance and Economics Discussion Series 2013-32, Board of Governors of the Federal Reserve System (U.S.).
  22. Chen, Qianying & Filardo, Andrew & He, Dong & Zhu, Feng, 2016. "Financial crisis, US unconventional monetary policy and international spillovers," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 62-81.
  23. Boyarchenko, Nina & Fuster, Andreas & Lucca, David O., 2014. "Understanding mortgage spreads," Staff Reports 674, Federal Reserve Bank of New York.
  24. Neely, Christopher J., 2014. "How Persistent Are Unconventional Monetary Policy Effects?," Working Papers 2014-4, Federal Reserve Bank of St. Louis, revised 13 Jul 2015.
  25. Ricardo Reis, 2016. "Funding quantitative easing to target inflation," LSE Research Online Documents on Economics 67883, London School of Economics and Political Science, LSE Library.
  26. Iuliia Brushko & Yuko Hashimoto, 2014. "The Role of Country Concentration in the International Portfolio Investment Positions for the European Union Members," IMF Working Papers 14/74, International Monetary Fund.
  27. Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Borradores de Economia 822, Banco de la Republica de Colombia.
  28. Carré, Emmanuel, 2013. "La cible d’inflation de la Fed : continuité ou rupture ?," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, vol. 14.
  29. Petmezas, Dimitris & Santamaria, Daniel, 2014. "Investor induced contagion during the banking and European sovereign debt crisis of 2007–2012: Wealth effect or portfolio rebalancing?," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 401-424.
  30. Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "The QE experience : Worth a try ?," Sciences Po publications info:hdl:2441/166ip2fse39, Sciences Po.
  31. Oxana Babecka Kucharcukova & Peter Claeys & Borek Vasicek, 2014. "Spillover of the ECB's Monetary Policy Outside the Euro Area: How Different is Conventional From Unconventional Policy?," Working Papers 2014/15, Czech National Bank, Research Department.
  32. Wales, Martin & Wieladek, Tomasz, 2015. "What are the macroeconomic effects of asset purchases?," Discussion Papers 42, Monetary Policy Committee Unit, Bank of England.
  33. Schüder, Stefan, 2014. "Expansive monetary policy in a portfolio model with endogenous asset supply," Economic Modelling, Elsevier, vol. 41(C), pages 239-252.
  34. Joseph E. Gagnon & Brian Sack, 2014. "Monetary Policy with Abundant Liquidity: A New Operating Framework for the Fed," Policy Briefs PB14-4, Peterson Institute for International Economics.
  35. Dubecq, S. & Monfort, A. & Renne, J-P. & Roussellet, G., 2013. "Credit and Liquidity in Interbank Rates: a Quadratic Approach," Working papers 446, Banque de France.
  36. R. S.J. Koijen & F. Koulischer & B. Nguyen & M. Yogo, 2016. "Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices," Working papers 601, Banque de France.
  37. Michael T. Kiley, 2013. "Monetary policy statements, Treasury yields, and private yields: before and after the zero lower bound," Finance and Economics Discussion Series 2013-16, Board of Governors of the Federal Reserve System (U.S.).
  38. Annette Meinusch & Peter Tillmann, 2014. "The Macroeconomic Impact of Unconventional Monetary Policy Shocks," MAGKS Papers on Economics 201426, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  39. Carlo Rosa, 2012. "How "unconventional" are large-scale asset purchases? The impact of monetary policy on asset prices," Staff Reports 560, Federal Reserve Bank of New York.
  40. Belke, Ansgar & Gros, Daniel & Osowski, Thomas, 2016. "Did quantitative easing affect interest rates outside the US? New evidence based on interest tate differentials," Ruhr Economic Papers 600, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  41. Michael Bordo & Arunima Sinha, 2016. "A Lesson from the Great Depression that the Fed Might have Learned: A Comparison of the 1932 Open Market Purchases with Quantitative Easing," NBER Working Papers 22581, National Bureau of Economic Research, Inc.
  42. Glick, Reuven & Leduc, Sylvain, 2015. "Unconventional monetary policy and the dollar: conventional signs, unconventional magnitudes," Working Paper Series 2015-18, Federal Reserve Bank of San Francisco.
  43. Mamatzakis, Emmanuel & Bermpei, Theodora, 2016. "What is the effect of unconventional monetary policy on bank performance?," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 239-263.
  44. Sri Hari NAIDU. A & Phanindra GOYARI & Bandi KAMAIAH, 2016. "Determinants of sovereign bond yields in emerging economies: Some panel inferences," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(608), A), pages 101-118, Autumn.
  45. Steeley, James M., 2015. "The side effects of quantitative easing: Evidence from the UK bond market," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 303-336.
  46. Eser, Fabian & Schwaab, Bernd, 2016. "Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme," Journal of Financial Economics, Elsevier, vol. 119(1), pages 147-167.
  47. Canlin Li & Min Wei, 2012. "Term structure modelling with supply factors and the Federal Reserve's Large Scale Asset Purchase programs," Finance and Economics Discussion Series 2012-37, Board of Governors of the Federal Reserve System (U.S.).
  48. John C. Williams, 2011. "The outlook for the economy and monetary policy," Speech 89, Federal Reserve Bank of San Francisco.
  49. Burns, Andrew & Kida, Mizuho & Lim, Jamus Jerome & Mohapatra, Sanket & Stocker, Marc, 2014. "Unconventional monetary policy normalization in high-income countries : implications for emerging market capital flows and crisis risks," Policy Research Working Paper Series 6830, The World Bank.
  50. Roland Döhrn & György Barabas & Angela Fuest & Heinz Gebhardt & Martin Micheli & Svetlana Rujin & Lina Zwick, 2014. "Die wirtschaftliche Entwicklung im Inland: Nur vorübergehende Störung - Aufschwung bleibt intakt," RWI Konjunkturbericht, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, pages 44, 09.
  51. Reuven Glick & Sylvain Leduc, 2011. "Are large-scale asset purchases fueling the rise in commodity prices?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr4.
  52. Tamim Bayoumi & Trung T Bui, 2011. "Unforeseen Events Wait Lurking; Estimating Policy Spillovers From U.S. to Foreign Asset Prices," IMF Working Papers 11/183, International Monetary Fund.
  53. Laura Blattner & Luisa Farinha & Gil Nogueira, 2016. "The Effect of Quantitative Easing on Lending Conditions," Working Papers w201608, Banco de Portugal, Economics and Research Department.
  54. Georgiadis, Georgios & Gräb, Johannes, 2016. "Global financial market impact of the announcement of the ECB's asset purchase programme," Journal of Financial Stability, Elsevier, vol. 26(C), pages 257-265.
  55. Altavilla, Carlo & Giannone, Domenico & Lenza, Michele, 2014. "The financial and macroeconomic effects of OMT announcements," Working Paper Series 1707, European Central Bank.
  56. Kühl, Michael, 2014. "Mitigating financial stress in a bank-financed economy: Equity injections into banks or purchases of assets?," Discussion Papers 19/2014, Deutsche Bundesbank, Research Centre.
  57. Kandrac, John & Schlusche, Bernd, 2015. "An agency problem in the MBS market and the solicited refinancing channel of large-scale asset purchases," Finance and Economics Discussion Series 2015-27, Board of Governors of the Federal Reserve System (U.S.).
  58. Yu, Edison, 2016. "Did quantitative easing work?," Economic Insights, Federal Reserve Bank of Philadelphia, vol. 1(1), pages 5-13, Q1.
  59. Chadha, Jagjit S. & Waters, Alex, 2014. "Applying a macro-finance yield curve to UK quantitative Easing," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 68-86.
  60. Michael A. S. Joyce & Nick McLaren & Chris Young, 2012. "Quantitative easing in the United Kingdom: evidence from financial markets on QE1 and QE2," Oxford Review of Economic Policy, Oxford University Press, vol. 28(4), pages 671-701, WINTER.
  61. Blaise Gadanecz & Ken Miyajima & Jörg Urban, 2014. "How might EME central banks respond to the influence of global monetary factors?," BIS Papers chapters, in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 45-69 Bank for International Settlements.
  62. Herrenbrueck, Lucas, 2014. "Quantitative Easing and the Liquidity Channel of Monetary Policy," MPRA Paper 70686, University Library of Munich, Germany, revised 10 Apr 2016.
  63. Frame, W. Scott & Fuster, Andreas & Tracy, Joseph & Vickery, James, 2015. "The rescue of Fannie Mae and Freddie Mac," FRB Atlanta Working Paper 2015-2, Federal Reserve Bank of Atlanta.
  64. CĂLIN, Adrian Cantemir, 2015. "The Effects Of The Federal Reserve’S Tapering Announcements On The Us Real Estate Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(3), pages 79-90.
  65. Paulo José Saraiva & Luiz Fernando De Paula & André De Melo Modenesi, 2016. "A Crise Financeira Americana E As Implicações Para A Política Monetária," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting] 114, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  66. Joyce, Michael & Liu, Zhuoshi & Tonks, Ian, 2014. "Institutional investor portfolio allocation, quantitative easing and the global financial crisis," Bank of England working papers 510, Bank of England.
  67. Falagiarda, Matteo & Reitz, Stefan, 2015. "Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 276-295.
  68. Carlo Altavilla & Domenico Giannone, 2014. "The effectiveness of non-standard monetary policy measures: evidence from survey data," Working Papers CASMEF 1406, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  69. Robin Greenwood & Samuel Hanson & Dimitri Vayanos, 2015. "Forward Guidance in the Yield Curve: Short Rates versus Bond Supply," NBER Working Papers 21750, National Bureau of Economic Research, Inc.
  70. Deng, Kaihua & Todd, Walker, 2016. "Is the US quantitative easing more effective than China's? A second thought," China Economic Review, Elsevier, vol. 38(C), pages 11-23.
  71. Simon Gilchrist & Egon Zakrajsek, 2013. "The impact of the Federal Reserve's Large-Scale Asset Purchase programs on corporate credit risk," Finance and Economics Discussion Series 2013-56, Board of Governors of the Federal Reserve System (U.S.).
  72. Blattner, Tobias & Joyce, Michael A. S., 2016. "Net debt supply shocks in the euro area and the implications for QE," Working Paper Series 1957, European Central Bank.
  73. João Barata R. B. Barroso & Luiz A. Pereira da Silva & Adriana Soares Sales, 2013. "Quantitative Easing and Related Capital Flows into Brazil: measuring its effects and transmission channels through a rigorous counterfactual evaluation," Working Papers Series 313, Central Bank of Brazil, Research Department.
  74. Thomas I. Palley, 2015. "Monetary Policy at the Zero Lower Bound and After: A Reassessment of Quantitative Easing and Critique of the Federal Reserve's Proposed Exit Strategy," Metroeconomica, Wiley Blackwell, vol. 66(1), pages 1-27, 02.
  75. Ali Alichi & Jaromir Benes & Joshua Felman & Irene Feng & Charles Freedman & Douglas Laxton & Evan C Tanner & David Vavra & Hou Wang, 2015. "Frontiers of Monetary Policymaking; Adding the Exchange Rate as a Tool to Combat Deflationary Risks in the Czech Republic," IMF Working Papers 15/74, International Monetary Fund.
  76. Paul D. Mueller & Joshua Wojnilower, 2016. "The Federal Reserve's Floor System: Immediate Gain for Remote Pain?," Journal of Private Enterprise, The Association of Private Enterprise Education, vol. 31(Summer 20), pages 15-40.
  77. Severin Bernhard & Till Ebner, 2016. "Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices," Working Papers 2016-09, Swiss National Bank.
  78. Döhrn, Roland & Barabas, György & Fuest, Angela & Gebhardt, Heinz & Micheli, Martin & Rujin, Svetlana & Zwick, Lina, 2014. "Die wirtschaftliche Entwicklung im Inland: Nur vorübergehende Störung - Aufschwung bleibt intakt," RWI Konjunkturberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, vol. 65(3), pages 39-81.
  79. Fiordelisi, Franco & Galloppo, Giuseppe & Ricci, Ornella, 2014. "The effect of monetary policy interventions on interbank markets, equity indices and G-SIFIs during financial crisis," Journal of Financial Stability, Elsevier, vol. 11(C), pages 49-61.
  80. Kandrac, John & Schlusche, Bernd, 2013. "Flow effects of large-scale asset purchases," Economics Letters, Elsevier, vol. 121(2), pages 330-335.
  81. Falagiarda, Matteo & McQuade, Peter & Tirpák, Marcel, 2015. "Spillovers from the ECB's non-standard monetary policies on non-euro area EU countries: evidence from an event-study analysis," Working Paper Series 1869, European Central Bank.
  82. World Bank, 2014. "Global Economic Prospects, Volume 8, January 2014 : Coping with Policy Normalization in High-Income Countries," World Bank Publications, The World Bank, number 16572, June.
  83. Berge, Travis J. & Cao, Guangye, 2014. "Global effects of U.S. monetary policy: is unconventional policy different?," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 5-31.
  84. Benjamin M. Friedman, 2013. "The Simple Analytics of Monetary Policy: A Post-Crisis Approach," NBER Working Papers 18960, National Bureau of Economic Research, Inc.
  85. Edda Claus & Iris Claus & Leo Krippner, 2016. "Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound," Reserve Bank of New Zealand Discussion Paper Series DP2016/08, Reserve Bank of New Zealand.
  86. Christiane Baumeister & Luca Benati, 2013. "Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 165-212, June.
  87. António Afonso, & Manish K. Singh, 2016. "Is the supply of long-term debt independent of the term premia? Evidence from Portugal," Working Papers Department of Economics 2016/11, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  88. Churm, Rohan & Joyce, Mike & Kapetanios, George & Theodoridis, Konstantinos, 2015. "Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme," Bank of England working papers 542, Bank of England.
  89. Alan S. Blinder, 2014. "Federal Reserve Policy Before, During, and After the Fall," Book Chapters, in: Martin Neil Baily & John B. Taylor (ed.), Across the Great Divide: New Perspectives on the Financial Crisis, chapter 5 Hoover Institution, Stanford University.
  90. Apergis, Nicholas & Christou, Christina, 2015. "The behaviour of the bank lending channel when interest rates approach the zero lower bound: Evidence from quantile regressions," Economic Modelling, Elsevier, vol. 49(C), pages 296-307.
  91. Olivier Blanchard & Giovanni Dell'Ariccia & Paolo Mauro, 2014. "Introduction: Rethinking Macro Policy II--Getting Granular," MIT Press Book Chapters, in: What Have We Learned? Macroeconomic Policy After the Crisis, edition 1, volume 1, chapter 0, pages 1-28 The MIT Press.
  92. LUPU, Radu & CALIN, Adrian Cantemir, 2014. "Co-Movements Of Regime Shifts In Gbp Currency Pairs Around Boe Quantitative Easing Announcements," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(3), pages 89-101.
  93. Tillmann, Peter, 2016. "Unconventional monetary policy and the spillovers to emerging markets," Journal of International Money and Finance, Elsevier, vol. 66(C), pages 136-156.
  94. Sinha, Arunima, 2015. "Government debt, learning and the term structure," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 268-289.
  95. Martin Feldkircher & Florian Huber, 2016. "Unconventional US Monetary Policy: New Tools, Same Channels?," Department of Economics Working Papers wuwp222, Vienna University of Economics and Business, Department of Economics.
  96. Carlo Rosa, 2013. "The high-frequency response of energy prices to monetary policy: understanding the empirical evidence," Staff Reports 598, Federal Reserve Bank of New York.
  97. Duca, John V. & Murphy, Anthony, 2013. "Would a Bagehot style corporate bond backstop have helped counter the Great Recession?," Economics Letters, Elsevier, vol. 119(3), pages 351-353.
  98. Masashi Saito & Yoshihiko Hogen, 2014. "Portfolio Rebalancing Following the Bank of Japan's Government Bond Purchases: Empirical Analysis Using Data on Bank Loans and Investment Flows," Bank of Japan Research Papers 14-06-19, Bank of Japan.
  99. Eichengreen, Barry, 2013. "Currency war or international policy coordination?," Journal of Policy Modeling, Elsevier, vol. 35(3), pages 425-433.
  100. De Pooter, Michiel & Rebecca, DeSimone & Martin, Robert F. & Pruitt, Seth, 2015. "Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter?," International Finance Discussion Papers 1139, Board of Governors of the Federal Reserve System (U.S.).
  101. Elías Albagli & Luis Ceballos & Sebastián Claro & Damián Romero, 2015. "Channels of US Monetary Policy Spillovers into International Bond Markets," Working Papers Central Bank of Chile 771, Central Bank of Chile.
  102. Lim, Jamus Jerome & Mohapatra, Sanket, 2016. "Quantitative easing and the post-crisis surge in financial flows to developing countries," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 331-357.
  103. Joseph E. Gagnon, 2016. "Quantitative Easing: An Underappreciated Success," Policy Briefs PB16-4, Peterson Institute for International Economics.
  104. Hughes Hallett Andrew & Nicola Acocella, . "Stabilization and expanded commitment: a theory of forward guidance for economies with rational expectations," Working Papers 132/14, Sapienza University of Rome, Metodi e modelli per l'economia, il territorio e la finanza MEMOTEF.
  105. Meinusch, Annette & Tillmann, Peter, 2016. "The macroeconomic impact of unconventional monetary policy shocks," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 58-67.
  106. Lucian Liviu Albu & Radu Lupu & Cantemir Adrian Călin & Oana Cristina Popovici, 2014. "Estimating the Impact of Quantitative Easing On Credit Risk through an ARMA-GARCH Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 39-50, October.
  107. Ono, Arito & Aoki, Kosuke & Nishioka, Shinichi & Shintani, Kohei & Yasui, Yosuke, 2016. "Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data," HIT-REFINED Working Paper Series 43, Institute of Economic Research, Hitotsubashi University.
  108. Rodrigo Vergara & Elías Albagli, 2015. "Tasas de Interés de Largo Plazo en Economías Desarrolladas: Tendencias Recientes e Implicancias de Política Monetaria en Chile," Economic Policy Papers Central Bank of Chile 52, Central Bank of Chile.
  109. christiaan Pattipeilohy, 2016. "A comparative analysis of developments in central bank balance sheet composition," BIS Working Papers 559, Bank for International Settlements.
  110. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2015. "The Impact of Monetary Policy on Corporate Bonds under Regime Shifts," Working Papers 562, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  111. Taoufik Bouraoui, 2015. "The effect of reducing quantitative easing on emerging markets," Applied Economics, Taylor & Francis Journals, vol. 47(15), pages 1562-1573, March.
  112. Dungey, Mardi & Gajurel, Dinesh, 2014. "Contagion and banking crisis — internatonal evidence for 2007-2009," Working Papers 2014-10, University of Tasmania, Tasmanian School of Business and Economics.
  113. Jorg Bibow, 2015. "The Euro's Savior? Assessing the ECB's Crisis Management Performance and Potential for Crisis Resolution," Economics Working Paper Archive wp_845, Levy Economics Institute.
  114. Berndt, Antje & Yeltekin, Şevin, 2015. "Monetary policy, bond returns and debt dynamics," Journal of Monetary Economics, Elsevier, vol. 73(C), pages 119-136.
  115. Williams, John C., 2015. "The rediscovery of financial market imperfections," Speech 157, Federal Reserve Bank of San Francisco.
  116. P. Andrade & C. Cahn & H. Fraisse & J-S. Mésonnier, 2015. "Can the Provision of Long-Term Liquidity Help to Avoid a Credit Crunch? Evidence from the Eurosystem's LTROs," Working papers 540, Banque de France.
  117. Robert N. McCauley & Patrick McGuire & Vladyslav Sushko, 2015. "Global dollar credit: links to US monetary policy and leverage," Economic Policy, CEPR;CES;MSH, vol. 30(82), pages 187-229.
  118. Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2014. "Unconventional monetary policies and the corporate bond market," Finance Research Letters, Elsevier, vol. 11(3), pages 203-212.
  119. Valentin Jouvanceau, 2016. "The Portfolio Rebalancing Channel of Quantitative Easing," Working Papers halshs-01349870, HAL.
  120. Michael Hachula & Michele Piffer & Malte Rieth, 2016. "Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances," Discussion Papers of DIW Berlin 1596, DIW Berlin, German Institute for Economic Research.
  121. Arito Ono & Kosuke Aoki & Shinichi Nishioka & Kohei Shintani & Yosuke Yasui, 2016. "Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data," Bank of Japan Working Paper Series 16-E-2, Bank of Japan.
  122. Kettemann, Andreas & Krogstrup, Signe, 2014. "Portfolio balance effects of the Swiss National Bank’s bond purchase program," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 132-149.
  123. Lutz, Chandler, 2015. "The impact of conventional and unconventional monetary policy on investor sentiment," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 89-105.
  124. J. Boeckx & N. Cordemans & M. Dossche, 2013. "Causes and implications of the low level of the risk-free interest rate," Economic Review, National Bank of Belgium, issue ii, pages 63-88, September.
  125. Farmer, Roger & Zabczyk, Pawel, 2016. "The theory of unconventional monetary policy," Bank of England working papers 613, Bank of England.
  126. Engen, Eric M. & Laubach, Thomas & Reifschneider, David L., 2015. "The Macroeconomic Effects of the Federal Reserve's Unconventional Monetary Policies," Finance and Economics Discussion Series 2015-5, Board of Governors of the Federal Reserve System (U.S.).
  127. Jörg Bibow, 2015. "The euro's savior? Assessing the ECB's crisis management performance and potential for crisis resolution," IMK Studies 42-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  128. Madhusudan Mohanty, 2014. "The transmission of unconventional monetary policy to the emerging markets - An overview," BIS Papers chapters, in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 1-24 Bank for International Settlements.
  129. Ramaprasad Bhar & Malliaris & Mary Malliaris, 2015. "The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment," Applied Economics, Taylor & Francis Journals, vol. 47(55), pages 6010-6018, November.
  130. Petra Geraats, 2014. "Monetary Policy Transparency," CESifo Working Paper Series 4611, CESifo Group Munich.
  131. Marcio Garcia & Marcelo Medeiros & Francisco Eduardo de Luna e Almeida Santos, 2014. "The impact of macroeconomic announcements in the Brazilian futures markets," Textos para discussão 623, Department of Economics PUC-Rio (Brazil).
  132. Smith, Andrew Lee & Keating, John W. & Kelly, Logan J. & Valcarcel, Victor J., 2014. "A model of monetary policy shocks for financial crises and normal conditions," Research Working Paper RWP 14-11, Federal Reserve Bank of Kansas City.
  133. Michael S. Miller & Jin W. Choi, 2014. "The Effectiveness of the Federal Funds Rate as the U.S. Monetary Policy Tool Before, During and After the Great Recession," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 37-58.
  134. Kaoru Hosono & Shogo Isobe, . "The Financial Market Impact of Unconventional Monetary Policies in the U.S., the U.K., the Eurozone, and Japan," Discussion papers ron259, Policy Research Institute, Ministry of Finance Japan.
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.